INTRODUCTION: Smoking often presents comorbid anxiety and depression, disorders that are more frequent in women. OBJECTIVE: The aim of this study was to evaluate the association between severity of nicotine dependence and anxiety and depression symptoms in both male and female smokers. METHOD: A cross-sectional study was performed using a convenience sample of 475 smokers from the general population. The instruments used were Fagerström Test for Nicotine Dependence, Beck Depression Inventory, Beck Anxiety Inventory, and a social and demographic record sheet. RESULTS: In women, anxiety symptoms (F = 9.691; p < 0.01) and depression (F = 16.23; p < 0.01) were associated with severity of nicotine dependence. In men, only anxiety symptoms (F = 7.219; p = 0.001) were associated with severity of nicotine dependence. CONCLUSION: Women with severe nicotine dependence have more anxiety and depression symptoms, while severe male smokers only showed more anxiety. The results demonstrated the importance of evaluating these symptoms in the treatment of smokers in Brazil.